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Uniform bias study and Bahadur representation for local polynomial estimators of the conditional quantile function
Bahadur representation Conditional quantile function Local polynomial estimation Econometrics of Auctions
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2011/6/20
This paper investigates the bias and the weak Bahadur representation of a local
polynomial estimator of the conditional quantile function and its derivatives.
The bias and Bahadur remainder term are...
Bahadur representation of sample quantiles for functional of Gaussian dependent sequences under a minimal assumption
Gaussian processes Bahadur representation of sample quantiles Hermiteexpansions
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2010/4/26
We obtain a Bahadur representation for sample quantiles of nonlinear functional
of Gaussian sequences with correlation function decreasing as k− for
some > 0. This representation is derived...